The Ornstein-Uhlenbeck process and variance gamma process: parameter estimation and simulations (Q6126907)
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scientific article; zbMATH DE number 7829891
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| English | The Ornstein-Uhlenbeck process and variance gamma process: parameter estimation and simulations |
scientific article; zbMATH DE number 7829891 |
Statements
10 April 2024
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Ornstein-Uhlenbeck (OU) process
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stochastic volatility (SV) model
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variance gamma (VG) model
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0.8070825338363647
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0.7785881757736206
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0.768319845199585
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0.7611482739448547
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0.7592959403991699
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